Scaled Runge-Kutta algorithms for treating the problem of dense output

Abstract

A set of scaled Runge-Kutta algorithms for the third- through fifth-orders are developed to determine the solution at any point within the integration step at a relatively small increase in computing time. Each scaled algorithm is designed to be used with an existing Runge-Kutta formula, using the derivative evaluations of the defining algorithm along with an additional derivative evaluation (or two). Third-order, scaled algorithms are embedded within the existing formulas at no additional derivative expense. Such algorithms can easily be adopted to generate interpolating polynomials (or dependent variable stops) efficiently